dynamac

Dynamic Simulation and Testing for Single-Equation ARDL Models

While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 <doi:10.1002/jae.616>).

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Description file content

Package
dynamac
Title
Dynamic Simulation and Testing for Single-Equation ARDL Models
Version
0.1.10
Maintainer
Soren Jordan
Description
While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 ).
URL
BugReports
https://github.com/andyphilips/dynamac/issues
Imports
MASS, lmtest
Suggests
urca, knitr, rmarkdown, testthat
Depends
R (>= 3.0.1)
License
GPL (>= 2)
Encoding
UTF-8
LazyData
true
BuildManual
yes
RoxygenNote
6.1.1
VignetteBuilder
knitr
NeedsCompilation
no
Packaged
2019-11-07 03:48:10 UTC; scj0014
Author
Soren Jordan [aut, cre, cph], Andrew Q. Philips [aut]
Repository
CRAN
Date/Publication
2019-11-07 11:00:02 UTC

install.packages('dynamac')

0.1.10

8 days ago

https://github.com/andyphilips/dynamac/

Soren Jordan

GPL (>= 2)

Depends on

R (>= 3.0.1)

Imports

MASS, lmtest

Suggests

urca, knitr, rmarkdown, testthat

Discussions